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  • Search: subject:"Likelihood estimation"
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Year of publication
Subject
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Maximum likelihood estimation 2,610 Maximum-Likelihood-Schätzung 2,488 Schätztheorie 1,319 Estimation theory 1,316 Theorie 807 Theory 790 Schätzung 399 Estimation 396 maximum likelihood estimation 344 Zeitreihenanalyse 318 Time series analysis 315 Stochastischer Prozess 286 Stochastic process 283 Statistische Verteilung 258 Statistical distribution 256 Monte Carlo simulation 248 Monte-Carlo-Simulation 243 Panel 200 Panel study 198 ARCH model 165 ARCH-Modell 164 Sampling 161 Stichprobenerhebung 160 Volatility 159 Volatilität 158 Zustandsraummodell 156 Regressionsanalyse 154 State space model 153 Nichtparametrisches Verfahren 149 Nonparametric statistics 149 Regression analysis 149 Momentenmethode 139 Method of moments 138 Simulation 130 USA 128 United States 124 Bayes-Statistik 121 Bayesian inference 120 Prognoseverfahren 118 Forecasting model 115
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Online availability
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Free 1,424 Undetermined 799 CC license 50
Type of publication
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Book / Working Paper 1,697 Article 1,544 Other 13
Type of publication (narrower categories)
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Article in journal 1,106 Aufsatz in Zeitschrift 1,106 Working Paper 856 Graue Literatur 790 Non-commercial literature 790 Arbeitspapier 782 Aufsatz im Buch 69 Book section 69 Hochschulschrift 60 Thesis 58 Article 29 Collection of articles written by one author 15 Sammlung 15 Conference paper 10 Konferenzbeitrag 10 research-article 10 Dissertation u.a. Prüfungsschriften 9 Konferenzschrift 6 Collection of articles of several authors 5 Sammelwerk 5 Aufsatzsammlung 4 Forschungsbericht 4 Lehrbuch 4 Bibliografie enthalten 3 Bibliography included 3 Conference Paper 3 Textbook 3 Amtsdruckschrift 1 Congress Report 1 Einführung 1 Government document 1 Mikroform 1 Nachschlagewerk 1 No longer published / No longer aquired 1 Reference book 1 Statistik 1
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Language
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English 2,752 Undetermined 467 German 29 French 6 Polish 1 Portuguese 1
Author
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Koopman, Siem Jan 71 Pfaffermayr, Michael 32 Lee, Lung-fei 30 Nielsen, Morten Ørregaard 27 Francq, Christian 26 Egger, Peter 25 Otsu, Taisuke 24 Phillips, Peter C. B. 23 Winkelmann, Rainer 22 McAleer, Michael 21 Zakoïan, Jean-Michel 21 Lucas, André 19 Fiorentini, Gabriele 18 Johansen, Søren 18 Liesenfeld, Roman 18 Pesaran, M. Hashem 18 Saikkonen, Pentti 18 Jungbacker, Borus 17 Schorfheide, Frank 17 Aït-Sahalia, Yacine 16 Baltagi, Badi H. 16 Sentana, Enrique 16 Yu, Jun 16 Larch, Mario 15 Lieberman, Offer 14 Tsionas, Efthymios G. 14 Zha, Tao 14 Fernández-Villaverde, Jesús 13 Yun, Myeong-Su 13 Cavaliere, Giuseppe 12 Chen, Xiaohong 12 Greene, William 12 Magnus, Jan R. 12 Staub, Kevin E. 12 Wel, Michel van der 12 Zakoian, Jean-Michel 12 Cuba-Borda, Pablo 11 Hayakawa, Kazuhiko 11 Kristensen, Dennis 11 Li, Kunpeng 11
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Institution
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International Monetary Fund (IMF) 51 National Bureau of Economic Research 26 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 22 CESifo 7 Centre for Analytical Finance <Århus> 7 C.E.P.R. Discussion Papers 6 Deutschland <Bundesrepublik> / Bundeswehr / Hochschule Hamburg / Fachbereich Wirtschafts- und Organisationswissenschaften 6 EconWPA 6 London School of Economics (LSE) 6 School of Economics and Management, University of Aarhus 6 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse 6 Tinbergen Instituut 6 Institute for the Study of Labor (IZA) 5 Université Paris-Dauphine (Paris IX) 5 Cowles Foundation for Research in Economics, Yale University 4 Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund 4 Tinbergen Institute 4 Agricultural and Applied Economics Association - AAEA 3 Centre de Recherche en Économie et Statistique (CREST), Groupe des Écoles Nationales d'Économie et Statistique (GENES) 3 Department of Economics, European University Institute 3 Department of Economics, University of Pennsylvania 3 Department of Economics, University of Victoria 3 Econometric Society 3 International Monetary Fund 3 Society for Computational Economics - SCE 3 Umeå Universitet / Institutionen för Nationalekonomi 3 Wirtschaftswissenschaftliche Fakultät, Universität Regensburg 3 Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 2 Center for Policy Research, Maxwell School 2 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 2 Centre for Quantitative Economics & Computing 2 Department of Econometrics and Business Statistics, Monash Business School 2 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 2 Department of Economics, University of Texas-Austin 2 Dipartimento di Scienze Statistiche "Paolo Fortunati", Alma Mater Studiorum - Università di Bologna 2 Economics Department, Queen's University 2 Ekonomiska forskningsinstitutet <Stockholm> 2 Georgetown University, Department of Economics 2 HAL 2 Institute of Economics, Academia Sinica 2
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Published in...
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Journal of econometrics 165 Discussion paper / Tinbergen Institute 64 Economics letters 48 IMF Working Papers 48 Psychometrika 46 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 42 Econometric reviews 39 Annals of the Institute of Statistical Mathematics 29 Econometric theory 28 NBER Working Paper 26 Journal of the American Statistical Association : JASA 22 MPRA Paper 22 The econometrics journal 21 NBER working paper series 20 Computational Statistics & Data Analysis 19 Cowles Foundation discussion paper 19 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 19 Working paper / National Bureau of Economic Research, Inc. 19 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 18 Working paper / Department of Econometrics and Business Statistics, Monash University 18 CREATES research paper 17 Série des documents de travail / Centre de Recherche en Économie et Statistique 17 CEMMAP working papers / Centre for Microdata Methods and Practice 16 CESifo working papers 16 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 16 Working paper 16 CESifo Working Paper Series 15 Computational economics 15 Tinbergen Institute Discussion Paper 15 Econometrics : open access journal 14 European journal of operational research : EJOR 14 International journal of forecasting 14 Applied economics 13 Discussion paper / Center for Economic Research, Tilburg University 13 Discussion paper / Centre for Economic Policy Research 13 Economic modelling 13 Statistical Papers / Springer 13 Discussion paper series / IZA 12 IZA Discussion Papers 12 Insurance / Mathematics & economics 12
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Source
All
ECONIS (ZBW) 2,535 RePEc 555 EconStor 106 BASE 27 USB Cologne (EcoSocSci) 17 Other ZBW resources 14
Showing 51 - 60 of 3,254
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There and back again : women's marginal commuting costs
Bergemann, Annette; Brunow, Stephan; Stockton, Isabel - 2024
We estimate female and male workers' marginal willingness to pay to reduce commuting distance in Germany, using a partial-equilibrium model of job search with non-wage job attributes. Commuting costs have implications not just for congestion policy, spatial planning and transport infrastructure...
Persistent link: https://www.econbiz.de/10014507556
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Non-Gaussian score-driven conditionally heteroskedastic models with a macroeconomic application
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrián - In: Macroeconomic dynamics 28 (2024) 1, pp. 32-50
Persistent link: https://www.econbiz.de/10014465380
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Identification of one independent shock in structural VARs
Fiorentini, Gabriele; Moneta, Alessio; Papagni, Francesca - 2024
We establish the identification of a specific shock in a structural vector autoregressive model under the assumption that this shock is independent of the other shocks in the system, without requiring the latter shocks to be mutually independent, unlike the typical assumptions in the independent...
Persistent link: https://www.econbiz.de/10015084313
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Biases in the maximum simulated likelihood estimation of the mixed logit model
Jumamyradov, Maksat; Munkin, Murat; Greene, William; … - In: Econometrics : open access journal 12 (2024) 2, pp. 1-15
In a recent study, it was demonstrated that the maximum simulated likelihood (MSL) estimator produces significant biases when applied to the bivariate normal and bivariate Poisson-lognormal models. The study's conclusion suggests that similar biases could be present in other models generated by...
Persistent link: https://www.econbiz.de/10014636421
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Maximum likelihood estimation for non-stationary location models with mixture of normal distributions
Blasques, Francisco; Brummelen, Janneke van; Gorgi, Paolo; … - In: Journal of econometrics 238 (2024) 1, pp. 1-22
Persistent link: https://www.econbiz.de/10015073825
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Tail behavior of ACD models and consequences for likelihood-based estimation
Cavaliere, Giuseppe; Mikosch, Thomas; Rahbek, Anders; … - In: Journal of econometrics 238 (2024) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10015073910
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Likelihood approach to dynamic panel models with interactive effects
Bai, Jushan - In: Journal of econometrics 240 (2024) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10015074609
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Maximum likelihood estimation of a spatial autoregressive model for origin-destination flow variables
Jeong, Hanbat; Lee, Lung-fei - In: Journal of econometrics 242 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10015075214
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Quasi maximum likelihood estimation and inference of large approximate dynamic factor models via the EM algorithm
Barigozzi, Matteo; Luciani, Matteo - 2024 - This version: September 26, 2024
Persistent link: https://www.econbiz.de/10015123794
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Reliability for Zeghdoudi distribution with an outlier, fuzzy reliability and application
Belhamra, Thara; Zeghdoudi, Halim; Raman, Vinoth - In: Statistics in transition : an international journal of … 25 (2024) 1, pp. 167-177
This study focuses on estimating reliability P[YX], where Y has a Zeghdoudi distribution with parameter a, X has a Zeghdoudi distribution with one outlier present and parameter c, and the remaining (n - 1) random variables are from a Zeghdoudi distribution with parameter b, in order for X and Y...
Persistent link: https://www.econbiz.de/10015125419
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